Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165A Open Interest is 52,616 : : Positions : : 22,062 43,055 2,591 616 2,661 0 1,193 0 22,896 2,944 1,668 : : : : Changes from: January 5, 2016 : : 1,702 1,761 39 -325 151 0 13 0 -303 -11 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 81.8 4.9 1.2 5.1 0.0 2.3 0.0 43.5 5.6 3.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 7 . 7 0 . 0 . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #02165B Open Interest is 5,562 : : Positions : : 3,708 4,822 889 200 329 0 0 0 625 200 0 : : : : Changes from: January 5, 2016 : : 220 267 47 0 0 0 0 0 0 0 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 86.7 16.0 3.6 5.9 0.0 0.0 0.0 11.2 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165E Open Interest is 7,933 : : Positions : : 5,001 5,547 74 144 371 0 0 125 932 502 675 : : : : Changes from: January 5, 2016 : : 511 334 28 -8 -14 0 0 0 -58 55 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 69.9 0.9 1.8 4.7 0.0 0.0 1.6 11.7 6.3 8.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . . 4 0 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #02165K Open Interest is 6,386 : : Positions : : 3,591 5,142 398 68 276 0 0 0 1,284 290 299 : : : : Changes from: January 5, 2016 : : 25 235 40 0 6 0 0 0 166 32 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 80.5 6.2 1.1 4.3 0.0 0.0 0.0 20.1 4.5 4.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 5 . 4 0 0 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A17 Open Interest is 6,411 : : Positions : : 4,323 2,776 485 744 60 0 0 0 784 1,479 543 : : : : Changes from: January 5, 2016 : : 487 674 40 -50 0 0 0 0 141 214 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 43.3 7.6 11.6 0.9 0.0 0.0 0.0 12.2 23.1 8.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 14 . . . 0 0 0 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING FUELOIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A19 Open Interest is 1,263 : : Positions : : 863 661 100 30 0 0 0 0 115 377 85 : : : : Changes from: January 5, 2016 : : 42 42 0 0 0 0 0 0 30 30 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 52.3 7.9 2.4 0.0 0.0 0.0 0.0 9.1 29.8 6.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . 0 0 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #021A28 Open Interest is 26,129 : : Positions : : 21,956 6,811 3,331 6,146 574 0 0 0 136 12,212 120 : : : : Changes from: January 5, 2016 : : 844 -41 -45 885 -128 0 0 0 -15 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 26.1 12.7 23.5 2.2 0.0 0.0 0.0 0.5 46.7 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #021A35 Open Interest is 4,583 : : Positions : : 2,593 1,339 202 799 50 0 0 0 1,026 1,965 91 : : : : Changes from: January 5, 2016 : : 253 174 0 17 0 0 0 0 175 237 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 29.2 4.4 17.4 1.1 0.0 0.0 0.0 22.4 42.9 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 14 4 . . 0 0 0 6 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- #2 HEATING OIL, NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #022651 Open Interest is 364,163 : : Positions : : 97,998 178,070 74,698 1,148 11,443 27,013 49,964 32,956 40,776 12,237 35,008 : : : : Changes from: January 5, 2016 : : -5,375 2,773 4,954 -10 -1,727 2,491 -5,857 -753 -201 936 3,660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 48.9 20.5 0.3 3.1 7.4 13.7 9.0 11.2 3.4 9.6 : : : : Number of Traders in Each Category Total Traders: 189 : : 60 69 17 . 13 25 35 39 20 17 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #022A13 Open Interest is 41,003 : : Positions : : 22,371 29,804 4,888 4,274 642 0 0 0 0 325 350 : : : : Changes from: January 5, 2016 : : 2,266 4,749 1,105 -205 208 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 72.7 11.9 10.4 1.6 0.0 0.0 0.0 0.0 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 24 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CBT ETHANOL - CHICAGO BOARD OF TRADE (CONTRACTS OF 29,000 U.S. GALLONS) : CFTC Code #025601 Open Interest is 4,302 : : Positions : : 2,394 2,305 0 506 0 680 0 91 410 632 504 : : : : Changes from: January 5, 2016 : : 155 107 0 -9 0 -89 0 17 40 28 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 53.6 0.0 11.8 0.0 15.8 0.0 2.1 9.5 14.7 11.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 9 0 . 0 5 0 . . 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #025651 Open Interest is 45,519 : : Positions : : 30,994 37,420 3,143 670 649 4,395 971 900 971 544 4,086 : : : : Changes from: January 5, 2016 : : 2,217 3,105 411 80 -8 -65 -228 189 395 45 839 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 82.2 6.9 1.5 1.4 9.7 2.1 2.0 2.1 1.2 9.0 : : : : Number of Traders in Each Category Total Traders: 85 : : 42 51 . . . 7 5 6 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Mini Eur Naphtha CIF NWE Swap - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #03265J Open Interest is 4,288 : : Positions : : 1,923 2,613 431 0 118 18 0 189 343 669 342 : : : : Changes from: January 5, 2016 : : 293 679 179 0 68 0 0 0 10 -203 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 60.9 10.1 0.0 2.8 0.4 0.0 4.4 8.0 15.6 8.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 21 5 0 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067411 Open Interest is 596,893 : : Positions : : 140,109 153,393 36,631 50,294 128,304 22,373 56,602 53,097 71,453 11,578 129,958 : : : : Changes from: January 5, 2016 : : -492 7,246 5,691 -1,337 9,454 -1,651 4,823 3,781 7,801 2,213 11,401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 25.7 6.1 8.4 21.5 3.7 9.5 8.9 12.0 1.9 21.8 : : : : Number of Traders in Each Category Total Traders: 133 : : 43 48 8 12 19 12 17 20 19 15 31 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067651 Open Interest is 2,537,432 : : Positions : : 217,708 441,970 222,837 216,185 432,087 270,730 200,975 454,217 240,300 114,969 583,497 : : : : Changes from: January 5, 2016 : : 15,149 26,714 14,562 -5,202 18,444 18,720 25,898 14,343 12,770 28,753 92,308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.6 17.4 8.8 8.5 17.0 10.7 7.9 17.9 9.5 4.5 23.0 : : : : Number of Traders in Each Category Total Traders: 457 : : 65 73 20 19 35 67 70 94 109 83 135 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067657 Open Interest is 119,355 : : Positions : : 33,575 65,387 0 4,653 8,445 12,123 3,885 35,739 26,674 186 104 : : : : Changes from: January 5, 2016 : : 1,162 6,617 0 981 5,116 2,541 -794 4,527 3,096 186 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 54.8 0.0 3.9 7.1 10.2 3.3 29.9 22.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765A Open Interest is 117,322 : : Positions : : 16,060 6,692 10,106 39,213 7,686 10,721 0 307 58,130 11,419 759 : : : : Changes from: January 5, 2016 : : 665 -442 10 -67 42 -175 0 307 -56 410 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.7 5.7 8.6 33.4 6.6 9.1 0.0 0.3 49.5 9.7 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 5 4 7 8 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765B Open Interest is 35,035 : : Positions : : 698 1,771 236 2,329 2,029 1,312 11,988 5,766 13,531 0 10,476 : : : : Changes from: January 5, 2016 : : 475 1,633 2 -157 330 -15 5,376 4,231 6,169 -40 4,871 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 5.1 0.7 6.6 5.8 3.7 34.2 16.5 38.6 0.0 29.9 : : : : Number of Traders in Each Category Total Traders: 26 : : . . . 6 7 . . . 12 0 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765C Open Interest is 140,988 : : Positions : : 9,859 6,042 10,883 25,282 58,688 0 0 0 20,818 1,941 28,900 : : : : Changes from: January 5, 2016 : : 199 776 1,422 167 1,008 0 0 0 -250 138 2,086 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 4.3 7.7 17.9 41.6 0.0 0.0 0.0 14.8 1.4 20.5 : : : : Number of Traders in Each Category Total Traders: 26 : : . . 7 9 16 0 0 0 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #06765T Open Interest is 188,369 : : Positions : : 24,113 16,563 47,549 0 11,417 17,655 1,862 6,536 5,193 76,694 69,817 : : : : Changes from: January 5, 2016 : : -1,271 559 1,892 0 1,021 640 -1,135 -1,785 -745 1,679 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.8 8.8 25.2 0.0 6.1 9.4 1.0 3.5 2.8 40.7 37.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 8 6 8 0 8 6 . 9 6 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CRUDE OIL CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A28 Open Interest is 134,694 : : Positions : : 9,360 14,167 156 2,521 19,546 19,766 11,277 82,050 0 790 3,236 : : : : Changes from: January 5, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.9 10.5 0.1 1.9 14.5 14.7 8.4 60.9 0.0 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 6 . . . . 5 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CANADIAN HVY CRUDE NET ENRGY - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #067A49 Open Interest is 16,670 : : Positions : : 11,024 11,677 4,695 4,560 186 600 0 0 0 60 30 : : : : Changes from: January 5, 2016 : : 1,838 1,913 225 240 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 70.0 28.2 27.4 1.1 3.6 0.0 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #111659 Open Interest is 379,387 : : Positions : : 97,990 211,207 51,046 9,873 11,819 58,574 41,788 43,018 59,859 6,078 33,493 : : : : Changes from: January 5, 2016 : : 12,793 3,536 -1,716 732 1,562 -6,291 4,103 -23 2,480 -1,536 2,423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 55.7 13.5 2.6 3.1 15.4 11.0 11.3 15.8 1.6 8.8 : : : : Number of Traders in Each Category Total Traders: 234 : : 67 83 15 . 13 49 34 38 27 17 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165K Open Interest is 12,950 : : Positions : : 6,615 8,132 400 1,060 0 1,777 0 273 544 839 956 : : : : Changes from: January 5, 2016 : : 40 600 400 150 0 -45 0 0 209 62 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 62.8 3.1 8.2 0.0 13.7 0.0 2.1 4.2 6.5 7.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . 0 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB UP-DOWN CAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 U.S. GALLONS) : CFTC Code #11165L Open Interest is 8,972 : : Positions : : 8,249 6,010 5 1,075 150 0 0 0 0 978 0 : : : : Changes from: January 5, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 67.0 0.1 12.0 1.7 0.0 0.0 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #111A41 Open Interest is 19,090 : : Positions : : 8,494 5,918 1,793 480 1,562 484 3,750 1,554 155 2,092 1,470 : : : : Changes from: January 5, 2016 : : 1,032 63 310 -42 16 -950 75 708 -42 257 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 31.0 9.4 2.5 8.2 2.5 19.6 8.1 0.8 11.0 7.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI EUROBOB GAS OXY NWE - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 METRIC TONS) : CFTC Code #111A47 Open Interest is 7,103 : : Positions : : 3,405 4,462 404 0 0 360 0 20 889 382 240 : : : : Changes from: January 5, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 62.8 5.7 0.0 0.0 5.1 0.0 0.3 12.5 5.4 3.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . 0 0 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #86465A Open Interest is 31,040 : : Positions : : 19,972 30,455 8,319 165 195 0 0 0 2,124 225 0 : : : : Changes from: January 5, 2016 : : 2,460 3,218 843 -30 0 0 0 0 15 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 98.1 26.8 0.5 0.6 0.0 0.0 0.0 6.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 7 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86565C Open Interest is 14,346 : : Positions : : 7,794 2,754 1,625 2,933 1,316 0 750 0 1,936 5,883 648 : : : : Changes from: January 5, 2016 : : 534 398 0 0 0 0 0 0 26 224 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 19.2 11.3 20.4 9.2 0.0 5.2 0.0 13.5 41.0 4.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 6 4 4 7 0 . 0 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #86665A Open Interest is 10,031 : : Positions : : 7,866 4,590 163 1,909 415 225 366 34 170 1,558 614 : : : : Changes from: January 5, 2016 : : 445 143 -9 45 0 0 0 0 34 219 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 45.8 1.6 19.0 4.1 2.2 3.6 0.3 1.7 15.5 6.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 14 . . . . . . 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MINI JAPAN C&F NAPHTHA SWAP FU - NEW YORK MERCANTILE EXCHANGE (100 METRIC TONS) : CFTC Code #86665E Open Interest is 1,185 : : Positions : : 358 675 0 135 0 0 0 0 667 140 70 : : : : Changes from: January 5, 2016 : : 0 107 0 35 0 0 0 0 122 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 57.0 0.0 11.4 0.0 0.0 0.0 0.0 56.3 11.8 5.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 10 0 . 0 0 0 0 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 BARRELS) : CFTC Code #967654 Open Interest is 29,062 : : Positions : : 16,935 13,748 2,334 1,899 486 961 0 1,280 0 5,647 1,309 : : : : Changes from: January 5, 2016 : : 250 466 -855 1,587 280 961 -139 -49 0 17 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 47.3 8.0 6.5 1.7 3.3 0.0 4.4 0.0 19.4 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2016